BNP Paribas Call 8 AFR0 20.12.202.../  DE000PC61V26  /

EUWAX
9/13/2024  9:04:17 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.820EUR 0.00% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 8.00 EUR 12/20/2024 Call
 

Master data

WKN: PC61V2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 12/20/2024
Issue date: 3/21/2024
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.99
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.27
Implied volatility: 0.44
Historic volatility: 0.37
Parity: 0.27
Time value: 0.65
Break-even: 8.92
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.05
Spread %: 5.75%
Delta: 0.62
Theta: 0.00
Omega: 5.55
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+43.86%
3 Months
  -65.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.770
1M High / 1M Low: 0.930 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.703
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -